Cryptocurrency returns and consumption-based asset pricing
Year of publication: |
2024
|
---|---|
Authors: | Hwang, Injun ; Kwon, Ji Ho |
Subject: | consumption-based asset pricing | Cryptocurrency returns | mixed data sampling regression | risk factors | CAPM | Virtuelle Währung | Virtual currency | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection | Regressionsanalyse | Regression analysis | Privater Konsum | Private consumption | Börsenkurs | Share price |
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